Is gold a hedge or a safe haven? An application of ARDL approach

Autor: Is’haq Muhammad Mustapha, Mashiyat Tasnia, Buerhan Saiti, Mohammad Hassan Shakil

Publikováno v: Journal of Economics, Finance and Administrative Science, Volume: 23, Issue: 44, Pages: 60-76, Published: JUN 2018
The bi-annual academic publication of Universidad ESAN; Vol 23, No 44 (2018)
Journal of Economics Finance and Administrative Studies; Vol 23, No 44 (2018)
Revistas Universidad ESAN
Universidad ESAN
instacron:ESAN
Journal of Economics Finance and Administrative Studies (22180648) vol. 23 Issue 44 (2018)
ESAN-Institucional
Journal of Economics Finance and Administrative Science, Vol 23, Iss 44, Pp 60-76 (2018)

Purpose – The argument whether gold is a hedge or haven is a debatable issue. Mainly, hedge is a class of asset that is negatively correlated with another asset or portfolio on average. On the other hand, a safe haven is an asset or portfolio which

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::08ef1d388edf228a17a10d9ebee96f6e
https://doi.org/10.1108/jefas-03-2017-0052